-1.6%
ROL vs EL
-31.7%
+30.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -4.1% | +19.8% | -23.9% | -5.1% |
| 3M | -22.5% | +25.7% | -48.2% | -23.5% |
| 6M | -37.7% | +5.4% | -43.1% | -38.1% |
| YTD | -39.6% | +0.2% | -39.8% | -40.0% |
| 1Y | -36.0% | +20.4% | -56.5% | -37.1% |
| All | -1.6% | -31.7% | +30.0% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling